A Note on the Extraction of Components from Time Series

DOI10.2307/1913421zbMath0291.62124OpenAlexW2046714960MaRDI QIDQ4042570

Adrian R. Pagan

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913421

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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